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A conditional Berry-Esseen inequality

Abstract : As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables.
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https://hal.archives-ouvertes.fr/hal-01801795
Contributor : Agnes Lagnoux <>
Submitted on : Friday, January 15, 2021 - 5:26:31 PM
Last modification on : Monday, June 14, 2021 - 3:19:19 PM

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  • HAL Id : hal-01801795, version 2
  • ARXIV : 1901.09911

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Thierry Klein, A Lagnoux, P Petit. A conditional Berry-Esseen inequality. Journal of Applied Probability, Cambridge University press, 2019. ⟨hal-01801795v2⟩

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